Code Set
ExpirationCycleCodeSet
| ID | 827 |
| Type | int |
| Pedigree | Added FIX.4.4 |
Part of trading cycle when an instrument expires. Field is applicable for derivatives.
| Name | Value | Synopsis | Elaboration | Pedigree |
|---|---|---|---|---|
| ExpireOnTradingSessionClose | 0 | Expire on trading session close (default) | Added FIX.4.4 | |
| ExpireOnTradingSessionOpen | 1 | Expire on trading session open | Added FIX.4.4 | |
| SpecifiedExpiration | 2 | Trading eligibility expiration specified in the date and time fields [EventDate(866) and EventTime(1145)] associated with EventType(865)=7(Last Eligible Trade Date) | Added EP42 |
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